Short Put
Short Put • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 1248 trades that stayed open for an average of 11 days. The results were impressive - winning 75.96% of the time (948 wins vs 300 losses), which shows remarkable consistency. This translated to $887,675.41 in total profits. On average, each position made $711.28. When annualized, that's a 58.1% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 38.3%, which would require strong conviction to ride out. With a Sharpe ratio of 3.82, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-12-10 | $49.30 | $24.70 | Take Profit | $2,458.59 | 49.90% | |
| 2020-12-11 | $46.24 | $23.17 | Take Profit | $2,305.87 | 49.89% | |
| 2020-12-14 | $71.03 | $35.56 | Take Profit | $3,545.01 | 49.93% | |
| 2020-12-15 | $62.85 | $31.47 | Take Profit | $3,136.04 | 49.92% | |
| 2020-12-16 | $51.72 | $25.91 | Take Profit | $2,579.81 | 49.90% | |
| 2020-12-17 | $51.30 | $25.70 | Take Profit | $2,558.51 | 49.90% | |
| 2020-12-18 | $29.30 | $14.70 | Take Profit | $1,458.80 | 49.83% | |
| 2020-12-21 | $45.98 | $23.04 | Take Profit | $2,292.68 | 49.89% | |
| 2020-12-22 | $33.48 | $16.79 | Take Profit | $1,667.55 | 49.85% | |
| 2020-12-23 | $30.08 | $15.09 | Take Profit | $1,497.51 | 49.83% | |
| 2020-12-24 | $44.99 | $22.55 | Take Profit | $2,243.22 | 49.89% | |
| 2021-01-04 | $45.97 | $23.04 | Take Profit | $2,292.44 | 49.89% | |
| 2020-12-28 | $34.35 | $17.22 | Take Profit | $1,711.08 | 49.85% | |
| 2020-12-29 | $53.52 | $26.81 | Take Profit | $2,669.89 | 49.91% | |
| 2020-12-30 | $52.82 | $26.46 | Take Profit | $2,634.76 | 49.91% | |
| 2020-12-31 | $27.58 | $13.84 | Take Profit | $1,372.80 | 49.82% | |
| 2021-01-05 | $29.80 | $14.95 | Take Profit | $1,483.80 | 49.83% | |
| 2021-01-06 | $27.75 | $13.93 | Take Profit | $1,381.24 | 49.82% | |
| 2021-01-07 | $38.70 | $19.40 | Take Profit | $1,928.81 | 49.87% | |
| 2021-01-20 | $27.89 | $55.83 | Stop Loss | $-2,795.30 | -100.18% | |
| 2021-01-21 | $42.23 | $84.51 | Stop Loss | $-4,229.29 | -100.12% | |
| 2021-01-22 | $23.33 | $46.72 | Stop Loss | $-2,339.65 | -100.21% | |
| 2021-01-25 | $35.27 | $70.58 | Stop Loss | $-3,532.91 | -100.14% | |
| 2021-01-26 | $44.55 | $89.15 | Stop Loss | $-4,461.52 | -100.11% | |
| 2021-01-08 | $33.40 | $51.84 | Early Exit | $-1,845.45 | -55.21% | |
| 2021-01-27 | $58.90 | $29.50 | Take Profit | $2,938.79 | 49.92% | |
| 2021-01-29 | $39.55 | $19.83 | Take Profit | $1,971.27 | 49.87% | |
| 2021-01-11 | $68.01 | $34.06 | Take Profit | $3,394.42 | 49.93% | |
| 2021-01-12 | $50.82 | $25.46 | Take Profit | $2,534.86 | 49.90% | |
| 2021-01-13 | $24.24 | $12.17 | Take Profit | $1,205.89 | 49.79% | |
| 2021-01-14 | $47.04 | $23.57 | Take Profit | $2,345.79 | 49.89% | |
| 2021-01-15 | $56.45 | $28.28 | Take Profit | $2,816.28 | 49.91% | |
| 2021-01-28 | $32.60 | $16.35 | Take Profit | $1,623.75 | 49.85% | |
| 2021-01-19 | $65.84 | $32.97 | Take Profit | $3,285.57 | 49.92% | |
| 2021-02-01 | $45.60 | $22.85 | Take Profit | $2,273.79 | 49.89% | |
| 2021-02-02 | $34.45 | $17.28 | Take Profit | $1,716.29 | 49.85% | |
| 2021-02-03 | $84.27 | $42.18 | Take Profit | $4,207.13 | 49.94% | |
| 2021-02-04 | $51.46 | $25.78 | Take Profit | $2,566.78 | 49.90% | |
| 2021-02-05 | $57.29 | $28.70 | Take Profit | $2,858.36 | 49.91% | |
| 2021-02-10 | $30.28 | $15.19 | Take Profit | $1,507.94 | 49.83% | |
| 2021-02-24 | $27.13 | $54.31 | Stop Loss | $-2,719.49 | -100.18% | |
| 2021-02-08 | $59.24 | $45.73 | Early Exit | $1,349.93 | 22.81% | |
| 2021-02-09 | $30.31 | $18.04 | Early Exit | $1,225.87 | 40.49% | |
| 2021-02-11 | $45.52 | $34.55 | Early Exit | $1,094.98 | 24.09% | |
| 2021-02-12 | $27.03 | $21.69 | Early Exit | $532.61 | 19.75% | |
| 2021-02-25 | $50.03 | $25.07 | Take Profit | $2,495.34 | 49.90% | |
| 2021-03-04 | $59.89 | $30.00 | Take Profit | $2,988.22 | 49.92% | |
| 2021-02-19 | $28.23 | $14.17 | Take Profit | $1,405.27 | 49.82% | |
| 2021-02-26 | $39.49 | $19.80 | Take Profit | $1,968.32 | 49.87% | |
| 2021-02-16 | $32.55 | $16.32 | Take Profit | $1,621.11 | 49.85% |
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